| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1,666.5 |
1,643.8 |
-22.7 |
-1.4% |
1,668.0 |
| High |
1,668.0 |
1,650.4 |
-17.6 |
-1.1% |
1,683.4 |
| Low |
1,643.7 |
1,642.4 |
-1.3 |
-0.1% |
1,661.6 |
| Close |
1,648.2 |
1,648.7 |
0.5 |
0.0% |
1,666.0 |
| Range |
24.3 |
8.0 |
-16.3 |
-67.1% |
21.8 |
| ATR |
17.9 |
17.2 |
-0.7 |
-3.9% |
0.0 |
| Volume |
868 |
85 |
-783 |
-90.2% |
1,943 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.2 |
1,667.9 |
1,653.1 |
|
| R3 |
1,663.2 |
1,659.9 |
1,650.9 |
|
| R2 |
1,655.2 |
1,655.2 |
1,650.2 |
|
| R1 |
1,651.9 |
1,651.9 |
1,649.4 |
1,653.6 |
| PP |
1,647.2 |
1,647.2 |
1,647.2 |
1,648.0 |
| S1 |
1,643.9 |
1,643.9 |
1,648.0 |
1,645.6 |
| S2 |
1,639.2 |
1,639.2 |
1,647.2 |
|
| S3 |
1,631.2 |
1,635.9 |
1,646.5 |
|
| S4 |
1,623.2 |
1,627.9 |
1,644.3 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,735.7 |
1,722.7 |
1,678.0 |
|
| R3 |
1,713.9 |
1,700.9 |
1,672.0 |
|
| R2 |
1,692.1 |
1,692.1 |
1,670.0 |
|
| R1 |
1,679.1 |
1,679.1 |
1,668.0 |
1,674.7 |
| PP |
1,670.3 |
1,670.3 |
1,670.3 |
1,668.2 |
| S1 |
1,657.3 |
1,657.3 |
1,664.0 |
1,652.9 |
| S2 |
1,648.5 |
1,648.5 |
1,662.0 |
|
| S3 |
1,626.7 |
1,635.5 |
1,660.0 |
|
| S4 |
1,604.9 |
1,613.7 |
1,654.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,682.1 |
1,642.4 |
39.7 |
2.4% |
13.9 |
0.8% |
16% |
False |
True |
418 |
| 10 |
1,683.4 |
1,642.4 |
41.0 |
2.5% |
16.7 |
1.0% |
15% |
False |
True |
5,708 |
| 20 |
1,697.8 |
1,642.4 |
55.4 |
3.4% |
16.2 |
1.0% |
11% |
False |
True |
82,086 |
| 40 |
1,704.4 |
1,626.0 |
78.4 |
4.8% |
18.8 |
1.1% |
29% |
False |
False |
106,218 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.6 |
1.1% |
17% |
False |
False |
102,647 |
| 80 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.6 |
1.1% |
17% |
False |
False |
79,744 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
18.4 |
1.1% |
13% |
False |
False |
64,530 |
| 120 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
18.7 |
1.1% |
13% |
False |
False |
54,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,684.4 |
|
2.618 |
1,671.3 |
|
1.618 |
1,663.3 |
|
1.000 |
1,658.4 |
|
0.618 |
1,655.3 |
|
HIGH |
1,650.4 |
|
0.618 |
1,647.3 |
|
0.500 |
1,646.4 |
|
0.382 |
1,645.5 |
|
LOW |
1,642.4 |
|
0.618 |
1,637.5 |
|
1.000 |
1,634.4 |
|
1.618 |
1,629.5 |
|
2.618 |
1,621.5 |
|
4.250 |
1,608.4 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,647.9 |
1,657.5 |
| PP |
1,647.2 |
1,654.5 |
| S1 |
1,646.4 |
1,651.6 |
|